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Elementary Stochastic Calculus, With Finance In View
language: english
Publisher:
WORLD SCIENTIFIC PUBLISHING CO PTE LTD, November of 1998 ‧
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SYNOPSIS
An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9789810235437 |
| Publisher: | WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Release Date: | November of 1998 |
| Language: | English |
| Dimensions: | 164 x 236 x 16 mm |
| Cover: | Hardcover |
| Pages: | 226 |
| Format: | Book |
| Collection: | Advanced Series On Statistical Science & Applied Probability |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
|
| EAN: | 9789810235437 |
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